+3,503.7%
ILMN vs BLDR
+414.6%
+3,089.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.0% |
| 7D | +1.2% | -2.8% | +4.1% | +1.7% |
| 30D | +9.2% | -13.3% | +22.5% | +11.7% |
| 3M | +29.8% | -12.3% | +42.1% | +31.9% |
| 6M | +69.2% | -31.5% | +100.7% | +78.3% |
| YTD | +66.4% | -36.1% | +102.4% | +76.3% |
| 1Y | +123.4% | -54.1% | +177.5% | +149.9% |
| 3Y | +33.2% | -55.8% | +88.9% | +47.6% |
| 5Y | -52.0% | +20.7% | -72.7% | -55.1% |
| 10Y | +33.6% | +390.2% | -356.6% | -4.0% |
| All | +3,503.7% | +414.6% | +3,089.1% | +2,365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling